Rational expectations and efficiency in futures markets /
| Други автори: | Gross, Barry A. 1939- |
|---|---|
| Формат: | Електронна книга |
| Език: | English |
| Публикувано: |
London ; New York :
Routledge,
1992.
|
| Предмети: | |
| Онлайн достъп: |
http://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&AN=141074 |
| Подобни документи: |
Print version::
Rational expectations and efficiency in futures markets. |
Съдържание:
- 1. Rational expectations and welfare in financial futures markets / Jerome L. Stein
- 2. Foreign currency futures spreads and risk premiums / Thomas H. McCurdy and Zeuan G. Morgan
- 3. Assessing market performance : an examination of livestock futures markets / Raymond M. Leuthold and Philip Garcia
- 4. Rational expectations and experimental methods / Glenn W. Harrison
- 5. Efficiency of the yen futures market at the Chicago Mercantile Exchange / Stephen J. Taylor
- 6. Simultaneity, forecasting and efficiency in the US oats market / Barry A. Goss, Siang-Choo Chan and S. Gulay Avsar
- 7. Alternative performance models in interest rate futures / Jot Yau, Uttama Savanayana and Thomas Schneeweis
- 8. A rational expectations model of the Australian wool spot and futures markets / Barry A. Goss and S. Gulay Avsar
- 9. The announcement effects of economic variables / Ting-Yean Tan.